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Our People

Our researchers

  • Professor Stefan Trueck

    Professor Stefan Trueck,

    Areas of Expertise:

    • Risk Management (Credit and Operational Risk)
    • Asset Pricing
    • Energy Markets
    • Financial Economics
    • Carbon Trading and Economics of Climate Change
    • Real Estate Economics
    • Econometrics of Financial Markets.

  • Professor Jeffrey Sheen

    Professor Jeffrey Sheen,

    Areas of Expertise:

    • International Economics
    • Macroeconomics
    • Labour
    • International Finance

  • Professor Lance Fisher

    Professor Lance Fisher,

    Areas of Expertise:

    • Macroeconomics,
    • Time Series Econometrics

  • Dr. Patricia Blazey

    Dr. Patricia Blazey,

    Areas of Expertise:

    • Chinese Commercial Law
    • Sustainability Law
    • Environmental Law
    • Forest Law in developing countries
    • Evidence Law
    • Criminal Law
    • European Trade Law

  • Doctor James Cummings

    Doctor James Cummings,

    Areas of Expertise:

    • Commercial banks
    • Pension funds
    • Prudential regulation
    • Futures markets
    • Market microstructure

  • Professor Piet de Jong

    Professor Piet de Jong,

    Areas of Expertise:

    • financial risk
    • statistics
    • insurance mathematics
    • time series and forecasting
    • econometrics
    • mathematical psychology
    • quantitative ecology.

  • Doctor Lurion De Mello

    Doctor Lurion De Mello,

    Areas of Expertise:

    • Energy Economics
    • Financial Economics
    • Investments
    • Econometrics of Financial Markets

  • Mr Jim Farmer

    Mr Jim Farmer  ,

    Areas of Expertise:


  • Ms Shauna Ferris

    Ms Shauna Ferris ,

    Areas of Expertise:

    • Applied Finance and Actuarial Studies
    • Underwriting
    • Risk classification and discrimination
    • Adverse selection
    • Superannuation
    • Financial reinsurance

  • Dr. Christopher Heaton

    Dr. Christopher Heaton,

    Areas of Expertise:

    • Econometrics
    • Unemployment and the relationship between education and labour market outcomes
    • Education, immigration and labour markets

  • Doctor Andreas Hellmann

    Doctor Andreas Hellmann,

    Areas of Expertise:

    • Behavioural accounting
    • Neuroaccounting
    • International accounting
    • Accounting in Germany

  • Doctor Jiwook Jang

    Doctor Jiwook Jang,

    Areas of Expertise:

    • Financial and insurance risks
    • catastrophe insurance modelling
    • financial derivatives pricing

  • Associate Professor Roselyne Joyeux

    Associate Professor Roselyne Joyeux,

    Areas of Expertise:

    • Econometrics
    • Non stationary time series analysis

  • Doctor Egon Kalotay

    Doctor Egon Kalotay,

    Areas of Expertise:

    • Accounting and Corporate Governance
    • Asset pricing
    • Derivatives
    • Credit risk management

  • Professor Geoff Kingston

    Professor Geoff Kingston,

    Areas of Expertise:

    • macroeconomics
    • personal finance
    • international finance

  • Dr. Timothy Kyng

    Dr. Timothy Kyng,

    Areas of Expertise:

    • Financial decision making
    • Valuation of complex financial contracts
    • Finance education
    • Executive share option valuation
    • Application of mathematics and statistics to finance
    • Insurance and actuarial science

  • Associate Professor Geoffrey F. Loudon

    Associate Professor Geoffrey F. Loudon,

    Areas of Expertise:

    • Accounting and Corporate Governance
    • Financial risk management
    • Derivative pricing and hedging
    • Asset pricing

  • Mr Shane Magee

    Mr Shane Magee,

    Areas of Expertise:

    Shane's research interests include investigating why firms hedge and whether hedging adds shareholder value.

  • George Milunovich

     George Milunovich,

    Areas of Expertise:


  • Doctor Ryle Perera

    Doctor Ryle Perera ,

    Areas of Expertise:

    • Mathematical Finance
    • Stochastic Control
    • Financial Engineering

  • Professor David Pitt

    Professor David Pitt,

    Areas of Expertise:

    • Income protection insurance
    • Model selection with actuarial applications
    • Linear modelling with actuarial applications

  • Doctor Sachi Purcal

    Doctor Sachi Purcal,

    Areas of Expertise:


  • Doctor Mehdi Sadeghi

    Doctor Mehdi Sadeghi,

    Areas of Expertise:

    • Capital market
    • Emerging markets finance
    • Islamic banking and finance

  • Doctor Yuri Salazar

    Doctor Yuri Salazar,

    Areas of Expertise:

    • Dependence analysis using copulas
    • Tail dependence and extreme value theory
    • Portfolio optimization and asset allocation
    • Credit risk and default probabilities

  • Associate Professor Elizabeth Sheedy

    Associate Professor Elizabeth Sheedy,

    Areas of Expertise:

    • Financial risk management
    • Derivatives
    • Modelling market risk

  • Doctor Shuping Shi

    Doctor Shuping Shi,

    Areas of Expertise:

    Time Series Analysis, Financial Econometrics, Bubbles and Crises


  • Doctor Georgy Sofronov

    Doctor Georgy Sofronov,

    Areas of Expertise:

    • Change-point detection
    • Sequential analysis
    • Optimal decision rules
    • Stochastic optimisation
    • Markov chain Monte Carlo methods

  • Associate Professor Leonie Tickle

    Associate Professor Leonie Tickle,

    Areas of Expertise:

    • mortality forecasting
    • mortality modelling and analysis
    • longevity risk and insurance

  • Doctor Chi Truong

    Doctor Chi Truong,

    Areas of Expertise:

    • Catastrophic Risk Modelling
    • Real Option Analysis
    • Environmental and Resource Economics
    • Financial Risk Modelling

  • Associate Professor Sean Turnell

    Associate Professor Sean Turnell,

    Areas of Expertise:

    • Expert on Burma, the use of economic sanctions. Has advised the US Congress on the Burma situation
    • Australian Banks in Asia

  • Associate Professor Sue Wright

    Associate Professor Sue Wright,

    Areas of Expertise:

    • Financial Regulation
    • Financial Analysis
    • Corporate Governance
    • Banking in Australia

  • Associate Professor Xian Zhou

    Associate Professor Xian Zhou,

    Areas of Expertise:

    • Risk theory
    • survival analysis
    • loss models
    • credibility theory

    Visitors

    PhD Students

      PhD Student Name of Project
    Female silhouette Chen, Xiaomeng    Understanding Sources of Accuracy and Inaccuracy in Australian Analysts Earnings Forecasts.   
    Male Silhouette Choy, Boris Practical Methodologies for Loss Reserving and Aggregate Reserves in Insurance Using Copulas 
    Female silhouette Chugh, Shrutika The Regulation of Disclosure and the Competitiveness of Securities Exchanges   
    Female silhouette Cotton, Deborah Analysis of the Relative Efficiencies of Alternative Trading Architectures/ Platforms in Terms of GHG Emissions Valuation 
    Lurion De Mello De Mello, Lurion The Globalisation of Natural Gas Markets
    Male Silhouette Gupta, Rakesh International diversification in emerging equity markets of Australian portfolios   
    Mohamed Haniffa Haniffa, Mohamed Volatility and stock return-A comprehensive study of Colombo stock exchange
    Katja Ignatieva Ignatieva, Katja Derivative pricing, empirical research in derivative markets, asset pricing, financial econometrics, Markov Chain Monte Carlo (MCMC) methods in finance, international macroeconomics and finance, risk management with copulae, energy markets
    Male Silhouette Inchauspe, Julian Microeconomic Foundations of Currency Crises
    Raymond Li Li, Raymond Energy Resources Pricing and Market Structure
    Alexander Proimos Proimos, Alexander Asset Allocation and Portfolio Performance
    Female silhouette Vu Thu Ha   

    Assessing Efficiency and Productivity of Banks in Vietnam:Application of Parametric and Non-parametric Techniques   

    Ben Wang Wang Zhe (Ben) Productivity in the Context of Aging Population.
    Jackie Weng

    Weng Haijie (Jackie)

    Return Based Analysis and Value at Risk of Asia-Focused Hedge Funds

    Professional staff